Sökning: "alternating direction method of multipliers"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden alternating direction method of multipliers.

1. 1. Minimum Cost Distributed Computing using Sparse Matrix Factorization

   Master-uppsats, KTH/Optimeringslära och systemteori

   Författare :Seif Hussein; [2023]
   Nyckelord :Applied mathematics; optimization; convex optimization; matrix factorization; sparse matrix factorization; distributed computing; linearly separable distributed computing; ADMM; alternating direction method of multipliers; tillämpad matematik; optimering; konvex optimering; matrisfaktorisering; gles matrisfaktorisering; distribuerade beräkningar; admm; alternating direction method of multipliers;

   Sammanfattning : Distributed computing is an approach where computationally heavy problems are broken down into more manageable sub-tasks, which can then be distributed across a number of different computers or servers, allowing for increased efficiency through parallelization. This thesis explores an established distributed computing setting, in which the computationally heavy task involves a number of users requesting a linearly separable function to be computed across several servers. LÄS MER

3. 2. Privacy-Preserving Alternating Direction Method of Multipliers

   Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Ivar Källström; Lukas Gamard; [2023]
   Nyckelord :;

   Sammanfattning : As machine learning models affect our lives more strongly every day, developingmethods to train these models becomes paramount. In our paper, we focus on the problem ofminimizing a sum of functions, which lies at the heart of most - if not all - of these trainingmethods. LÄS MER

4. 3. An Empirical Study of Modern Portfolio Optimization

   Master-uppsats, KTH/Matematisk statistik

   Författare :Erik Lagerström; Michael Magne Schrab; [2020]
   Nyckelord :Mean variance optimization; portfolio theory; asset allocation strategies; equal risk contribution; most diversified portfolio; empirical study; backtesting; Mean variance-optimering; portföljteori; allokeringsstrategier; equal risk contribution; most diversified portfolio; empirisk studie; historisk simulering;

   Sammanfattning : Mean variance optimization has shortcomings making the strategy far from optimal from an investor’s perspective. The purpose of the study is to conduct an empirical investigation as to how modern methods of portfolio optimization address the shortcomings associated with mean variance optimization. LÄS MER

5. 4. Distributed Control of Dynamic Flows in Traffic Networks

   Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

   Författare :Christian Rosdahl; [2017]
   Nyckelord :Technology and Engineering;

   Sammanfattning : In today’s society, traffic congestion is a major problem in several aspects. Apart from the obvious problem that people are losing valuable time due to the resulting delays, it also has negative impact on as well the economy as the local and global environment. LÄS MER

7. 5. Distributed Model Predictive Operation Control of Interconnected Microgrids

   Master-uppsats, KTH/Reglerteknik

   Författare :Alexandre Forel; [2017]
   Nyckelord :microgrid; energymanagement; cooperative control; model predictive control; ADMM; Microgrid; energiförsörjning; distribuerad kontroll; MPC; ADMM;

   Sammanfattning : The upward trends in renewable energy deployment in recent years brings new challengesto the development of electrical networks. Interconnected microgrids appear as a novelbottom-up approach to the production and integration of renewable energy. LÄS MER